+164.5%
XLB vs COO
+36.7%
+127.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.2% | +5.2% | +1.3% |
| 7D | -2.9% | -9.0% | +6.0% | +0.5% |
| 30D | -3.4% | -16.8% | +13.5% | +3.6% |
| 3M | +1.6% | -7.5% | +9.1% | +4.3% |
| 6M | +3.6% | -16.3% | +19.9% | +10.2% |
| YTD | +14.2% | -22.5% | +36.8% | +25.2% |
| 1Y | +15.6% | -7.0% | +22.6% | +17.3% |
| 3Y | +33.1% | -27.5% | +60.6% | +43.8% |
| 5Y | +35.0% | -43.3% | +78.4% | +59.1% |
| 10Y | +164.5% | +37.6% | +127.0% | +133.3% |
| All | +164.5% | +36.7% | +127.8% | +133.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded COO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling